internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Business252 obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
public void testBusiness252()
{
// Testing business/252 day counter
List <Date> testDates = new List <Date>();
testDates.Add(new Date(1, Month.February, 2002));
testDates.Add(new Date(4, Month.February, 2002));
testDates.Add(new Date(16, Month.May, 2003));
testDates.Add(new Date(17, Month.December, 2003));
testDates.Add(new Date(17, Month.December, 2004));
testDates.Add(new Date(19, Month.December, 2005));
testDates.Add(new Date(2, Month.January, 2006));
testDates.Add(new Date(13, Month.March, 2006));
testDates.Add(new Date(15, Month.May, 2006));
testDates.Add(new Date(17, Month.March, 2006));
testDates.Add(new Date(15, Month.May, 2006));
testDates.Add(new Date(26, Month.July, 2006));
testDates.Add(new Date(28, Month.June, 2007));
testDates.Add(new Date(16, Month.September, 2009));
testDates.Add(new Date(26, Month.July, 2016));
double[] expected =
{
0.0039682539683,
1.2738095238095,
0.6031746031746,
0.9960317460317,
1.0000000000000,
0.0396825396825,
0.1904761904762,
0.1666666666667,
-0.1507936507937,
0.1507936507937,
0.2023809523810,
0.912698412698,
2.214285714286,
6.84126984127
};
DayCounter dayCounter1 = new Business252(new Brazil());
double calculated;
for (int i = 1; i < testDates.Count; i++)
{
calculated = dayCounter1.yearFraction(testDates[i - 1], testDates[i]);
if (Math.Abs(calculated - expected[i - 1]) > 1.0e-12)
{
QAssert.Fail("from " + testDates[i - 1]
+ " to " + testDates[i] + ":\n"
+ " calculated: " + calculated + "\n"
+ " expected: " + expected[i - 1]);
}
}
DayCounter dayCounter2 = new Business252();
for (int i = 1; i < testDates.Count; i++)
{
calculated = dayCounter2.yearFraction(testDates[i - 1], testDates[i]);
if (Math.Abs(calculated - expected[i - 1]) > 1.0e-12)
{
QAssert.Fail("from " + testDates[i - 1]
+ " to " + testDates[i] + ":\n"
+ " calculated: " + calculated + "\n"
+ " expected: " + expected[i - 1]);
}
}
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Business252 obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
